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Vallourec SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.44% (-0.95%)
Analysis last updated: Saturday, February 7, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vallourec SA S0GARCH
paramt-stat
ω1.13694.86
α0.08849.02
β0.841547.80
γ1-0.0065-0.15
γ20.05060.83
γ3-0.1039-2.43
γ40.12922.72
γ5-0.1249-2.89
γ60.08291.79
γ70.00050.01
γ8-0.1094-2.71
γ90.12774.64
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts